Soc. Generale Put 0.87 USDCHF 20.09.2024
/ DE000SU6SCV4
Soc. Generale Put 0.87 USDCHF 20..../ DE000SU6SCV4 /
2024-06-25 9:16:14 AM |
Chg.-0.010 |
Bid9:34:09 AM |
Ask9:34:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-1.32% |
0.740 Bid Size: 30,000 |
0.750 Ask Size: 30,000 |
CROSSRATE USD/CHF |
0.87 CHF |
2024-09-20 |
Put |
Master data
WKN: |
SU6SCV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CROSSRATE USD/CHF |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.87 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-09-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-128.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.07 |
Parity: |
-2.54 |
Time value: |
0.73 |
Break-even: |
0.90 |
Moneyness: |
0.97 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.39% |
Delta: |
-0.24 |
Theta: |
0.00 |
Omega: |
-30.88 |
Rho: |
0.00 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.97% |
1 Month |
|
|
+82.93% |
3 Months |
|
|
-43.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
0.730 |
1M High / 1M Low: |
1.190 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.934 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.782 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
307.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |